-99.8%
SOXS vs FAST
+4.1%
-103.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.7% |
| 7D | -16.6% | +1.8% | -18.4% | -15.6% |
| 30D | -4.4% | -6.4% | +2.1% | -8.4% |
| 3M | -26.2% | +5.3% | -31.6% | -23.0% |
| 6M | -99.3% | +5.4% | -104.6% | -99.1% |
| YTD | -99.5% | +23.6% | -123.1% | -99.4% |
| 1Y | -99.8% | +4.1% | -103.9% | -99.7% |
| All | -99.8% | +4.1% | -103.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling